Title :
Simulation-based estimation of the partition function and the information rate of two-dimensional models
Author :
Loeliger, Hans-Andrea ; Molkaraie, Mehdi
Author_Institution :
Dept. Inform. Techn.&Electr. Eng., ETH Zurich, Zurich
Abstract :
Monte Carlo methods are considered to compute, first, the partition function of graphical models, and second, the information rate of source/channel models, in both cases for factor graphs with cycles. The convergence of two basic Monte Carlo methods is improved by sampling only a cycle breaking subset of the variables and using exact sum-product computations for the remaining variables. The methods are demonstrated by their application to a two-dimensional Ising model and to a two-dimensional intersymbol interference channel.
Keywords :
Ising model; Monte Carlo methods; intersymbol interference; telecommunication channels; channel model; cycle breaking subset; graphical models; information rate; intersymbol interference channel; partition function; simulation-based estimation; source model; sum-product computations; two-dimensional Ising model; Computational modeling; Convergence; Graphical models; Information rates; Intersymbol interference; Monte Carlo methods; Physics; Probability distribution; Sampling methods; Sum product algorithm;
Conference_Titel :
Information Theory, 2008. ISIT 2008. IEEE International Symposium on
Conference_Location :
Toronto, ON
Print_ISBN :
978-1-4244-2256-2
Electronic_ISBN :
978-1-4244-2257-9
DOI :
10.1109/ISIT.2008.4595160